Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52164.07 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45799.12 Kr¶

PnL: ---------------------------------------> -923.48 Kr¶

DD now: ---------------------------------> -1.8 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 09:27:40.675448'

Anic Portfolio¶

Today¶

Return: -0.713 %¶

This Week¶

Return: -1.7 %¶

Total¶

Return: 70.772 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 1.560000 4387.500000 67.500000 1.560000 4320.000000
BHG Group 49 3.690000 661.500000 22.500000 3.520000 638.999984
NCC A 6 0.700000 603.000000 4.000000 0.670000 598.999998
Profoto Holding 7 1.950000 585.200000 3.200000 0.550000 581.999999
Eastnine 6 0.000000 658.800000 1.800000 0.270000 657.000000
Nederman Holding 11 0.000000 2183.500000 0.000000 0.000000 2183.500000
SCA A 4 -0.800000 597.600000 -1.400000 -0.230000 599.000000
Nolato B 12 -0.370000 643.200000 -2.400000 -0.370000 645.600000
Biotage 4 -0.660000 600.000000 -3.000000 -0.500000 603.000000
Investor B 3 -0.530000 652.050000 -3.450000 -0.530000 655.500000
Latour B 2 0.000000 445.400000 -3.600000 -0.800000 449.000000
BONESUPPORT HOLDING 10 -0.410000 1220.000000 -4.000000 -0.330000 1224.000000
Addnode Group B 6 -0.800000 744.000000 -6.000000 -0.800000 750.000000
Addtech B 3 -0.470000 693.900000 -6.100000 -0.870000 699.999999
NCC B 7 0.380000 647.500000 -6.500000 -0.990000 653.999997
Sampo Oyj SDB 1 0.510000 497.500000 -7.500000 -1.490000 505.000000
SynAct Pharma 9 -1.260000 637.200000 -7.800000 -1.210000 645.000003
Creades A 7 -1.770000 601.650000 -9.350000 -1.530000 610.999998
Sdiptech B 3 -0.220000 808.200000 -13.800000 -1.680000 822.000000
Indutrade 5 -0.610000 1305.000000 -15.000000 -1.140000 1320.000000
Fortnox 10 -0.490000 651.800000 -16.200000 -2.430000 668.000000
Embracer Group B 26 -0.840000 644.670000 -17.330000 -2.620000 661.999988
Humana 40 -1.330000 652.800000 -21.200000 -3.150000 674.000000
Xvivo Perfusion 3 -0.730000 817.500000 -27.500000 -3.250000 845.000001
Vitrolife 3 -1.100000 646.200000 -30.800000 -4.550000 677.000001
Volati 5 -0.740000 536.000000 -38.000000 -6.620000 574.000000
Lundin Gold 7 -1.040000 931.000000 -43.000000 -4.410000 973.999999
Lime Technologies 2 0.550000 548.000000 -45.000000 -7.590000 593.000000
Gaming Innovation Group 161 0.000000 4137.700000 -50.300000 -1.200000 4187.999942
Wästbygg Gruppen B 80 0.000000 2816.000000 -55.000000 -1.920000 2871.000000
Investor A 16 -0.500000 3486.400000 -58.600000 -1.650000 3545.000000
Ambea 68 -1.580000 2461.600000 -75.400000 -2.970000 2537.000032
Balco Group 39 -2.440000 1792.050000 -82.950000 -4.420000 1874.999997
New Wave B 20 -0.370000 3800.000000 -116.000000 -2.960000 3916.000000
Bactiguard Holding B 37 -10.200000 2704.700000 -255.300000 -8.630000 2960.000000
TOTAL 45799.120000 -923.480000 -1.80021% 46722.599938

Updated:¶

'2023-06-09 09:27:54.574742'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶